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During the year just ended. Anna Schultz's portfolio, which has a beta of 0.99, earned a return of 8.7%. The risk-free rate is currently 3.6%,
During the year just ended. Anna Schultz's portfolio, which has a beta of 0.99, earned a return of 8.7%. The risk-free rate is currently 3.6%, and the return on the market portfolio during the year just ended was 9.4%. a. Calculate Treynor's measure for Anna's portfolio for the year just ended. b. Compare the performance of Anna's portfolio found in part a to that of Stacey Quant's portfolio, which has a Treynor's measure of 1.27%. Which portfolio performed better? Explain. c. Calculate Treynor's measure for the market portfolio for the year just ended d. Use your findings in parts a and c to discuss the performance of Anna's portfolio relative to the market during the year just ended a. The Treynor's measure for Anna's portfolio is %. (Round to two decimal places.) b. Anna's portfolio C. The Treynor's measure for the market portfolio is | %. (Round to two decimal places.) d. The market Stacy's with a TM of | | % versus one of 1.27%. (Select from the drop-down menus.) | Anna's portfolio, its TM was | | %, compared to | % for her portfolio. (Select from the drop-down menus.) outperformed underperformed
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